ST TREND - a stock trading system on Collective2

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These trading results are maintained and verified by Collective2, an independent company.

Collective2 (C2) is a Web site that monitors over 7,052 trading systems. We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market data. Use of Collective2 to verify system results or to research trading systems is free. All system results presented on C2 must be regarded as hypothetical. You can learn more about the limitations of hypothetical results.

Private Msg

System Details: ST TREND

Hypothetical Monthly Results (limitations of these statistics ?)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2008

+2.2%

+8.5%

+2.3%

+9.4%

+4.0%

+2.5%

(17.5%)

(2.9%)

+23.9%

Best-case fills, no commisson	Best-case, with commis.
Adjusted by Realism Factor	Realism Factor, with commis.
Monte Carlo Simulation (?)	Interactive chart

Instruments

Stocks

Strategies

Technical Analysis, Market Timing

System started

3/5/2008 (37 weeks ago)

System developer

Index Forecaster (Private Msg)

(Last login to C2: 11/18/08 15:51)

Cash & Margin

Started	Buy Power	Cash	Equity	Margined	Open P/L
$10,000	$15,104	$27,611	($12,506)	$0	($3,044)

Subscribing to this system

	Subscriptions cost $150 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.) [Subscribe here]
	You are not subscribed to this system.

Overview

The system developer writes:

** NEW!!! ST TREND is ranked #6 "The Best Trading Systems On Collective2" by Trend Sensor. To view the most recent issue: www.trendsensor.com/Best_Trading_Systems.htm. ST TREND is a "short-term" absolute return strategy. We provide greater diversification by utilizing a combination of NASDAQ 100 and RUSSELL 2000 ETFs.

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Statistics

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Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.

Realism Factor

99.6

Trades

21

Profitable

15

Losses

6

Win %

71.4%

APD Ratio

0.56

Correlation w/ S&P

-0.087

Cumu $

$2,627

after typical commission

$2,563

Keep after worst-case slippage

100.0%

Avg Win

$445

Avg Loss

$89

Profit Factor

12.5:1

P/L per unit

$1.85

after typical commission

$1.84

Avg Trade Length

10.9 days

Compound Annual %

39.7% over 258 days

Sharpe Ratio

0.78

Max Drawdown

25.79% (20080828 to 20081013)

Risk of 20% account loss

35.0%

Risk of 50% account loss

0.0%

Risk of 100% account loss

0.0%

Crowd Opinion

Viewed 337 times

Tracked by 14 My Analyst pages

With commentary: 1

Subscriber Reviews

No reviews have been written yet.

Hold mouse over gray text for context-sensitive help.

What this page displays

Realism Factor (RF) Calcs

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Off

"Report Problem" Links

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Off

Show Forex as Pips

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Overlay AutoTrade results

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Trade Commentary

On

Off

System Description

The system developer writes:

Stock market indexes trend in one direction or the other. When there is more demand
than supply an index will trend higher. In a downtrend, supply outweighs demand,
forcing the index to trend lower. The ST TREND strategy model tells us when to buy or sell.

While managing risk is our most important consideration, we aim to provide absolute returns in both up and down markets.

Recent Trade Signals Entered: ST TREND

Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $10,000 on March 05, 2008. If you decide to AutoTrade this system, you can easily trade with a different amount of capital (smaller or larger), and your results will vary accordingly. These hypothetical results do not include commissions. Since you are not yet a subscriber to this system, we show only closed trades below.

Drawdwn & Risk

P/L

BTO

65

TZA

91.71

11/17/08 11:45

STC

65

96.17

11/18/08 15:52

($450)

V.High

BTO

180

TWM

107.48

10/29/08 15:46

STC

180

105.66

11/6/08 14:41

($3,056)

Extreme

BTO

150

QID

68.56

10/21/08 10:56

STC

150

75.84

10/22/08 14:27

($69)

Normal

BTO

150

TWM

100.16

10/13/08 13:49

STC

150

109.46

10/15/08 13:44

($1,369)

Extreme

BTO

280

QLD

77.59

8/19/08 13:49

STC

280

78.21

8/28/08 15:56

($133)

Normal

BTO

450

QID

40.54

8/6/08 15:56

STC

450

40.45

8/19/08 13:47

($1,021)

Extreme

BTO

100

TWM

71.47

8/1/08 15:57

STC

100

73.33

8/4/08 13:57

($7)

Low

BTO

170

TWM

74.28

7/21/08 10:32

STC

170

75.78

7/28/08 15:56

($778)

Extreme

BTO

260

UWM

45.49

6/30/08 15:59

STC

260

45.56

7/17/08 15:56

($1,060)

Extreme

BTO

80

QLD

71.76

7/11/08 9:31

STC

80

71.62

7/16/08 11:18

($385)

V.High

BTO

160

QLD

72.67

6/30/08 15:59

STC

160

73.97

7/8/08 10:25

($208)

High

BTO

220

QLD

83.02

6/10/08 9:33

STC

220

85.52

6/19/08 15:57

($499)

V.High

BTO

160

TWM

68.48

5/30/08 15:59

STC

160

71.00

6/10/08 9:30

($502)

V.High

BTO

75

TWM

69.54

5/16/08 16:01

STC

75

70.17

5/28/08 9:30

($102)

Normal

BTO

100

UWM

51.89

5/12/08 9:40

STC

100

54.60

5/14/08 16:00

($14)

Low

BTO

150

TWM

73.87

4/18/08 16:00

STC

150

73.70

5/12/08 9:40

($503)

V.High

BTO

200

UWM

47.28

4/14/08 16:00

STC

200

50.90

4/16/08 16:00

($56)

Normal

BTO

100

TWM

76.24

4/2/08 15:59

STC

100

79.05

4/9/08 15:59

($187)

High